+226.1%
HPQ vs HST
+101.1%
+125.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.1% | +5.0% |
| 7D | +2.2% | -0.3% | +2.6% | +2.4% |
| 30D | +9.7% | -2.8% | +12.5% | +11.0% |
| 3M | +32.7% | -6.5% | +39.2% | +36.4% |
| 6M | +77.7% | +20.7% | +57.0% | +62.0% |
| YTD | +51.0% | +30.5% | +20.5% | +32.7% |
| 1Y | +18.4% | +36.8% | -18.4% | +1.5% |
| 3Y | +25.6% | +65.9% | -40.3% | -2.1% |
| 5Y | +38.6% | +73.9% | -35.3% | +3.7% |
| 10Y | +226.1% | +107.0% | +119.1% | +107.8% |
| All | +226.1% | +101.1% | +125.1% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling